+255.3%
MRVL vs CRBG
+7.7%
+247.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.8% |
| 7D | +5.6% | +0.6% | +5.0% | +5.5% |
| 30D | +8.8% | +2.6% | +6.1% | +8.1% |
| 3M | -15.9% | +24.0% | -39.9% | -21.6% |
| 6M | +161.3% | +50.5% | +110.7% | +128.6% |
| YTD | +178.2% | +17.1% | +161.1% | +158.5% |
| 1Y | +255.3% | +5.9% | +249.4% | +227.6% |
| All | +255.3% | +7.7% | +247.6% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling